Strickly speaking their might not be a common term for it outside of Astrological circles. While constellations certainly seem to be named, how common is the reality of stars and space to the average person. Does the average Eorzean even realise that stars are distant suns? That said, I imagine the Shalayans would certainly have a name for it though even then its anyone's guess if they understand the true nature of it and what a galaxy is. The focus we have had has been rather strickly on the nature of the constellations and how Aether can be drawn from them. Hell, we haven't even really gone into detail on the Pole star, the seventh gate, that apparently Astronomers only can see at the moment of their deaths.